+59.7%
WM vs MXL
-28.5%
+88.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +11.0% | -13.1% | -2.0% |
| 7D | +1.2% | -27.1% | +28.3% | +1.1% |
| 30D | +13.1% | -54.2% | +67.3% | +12.9% |
| 3M | +3.6% | -29.9% | +33.6% | +3.4% |
| 6M | +8.1% | -39.5% | +47.5% | +7.5% |
| YTD | +8.9% | +182.2% | -173.2% | +3.1% |
| 1Y | +20.3% | +231.8% | -211.5% | +13.1% |
| 3Y | +46.2% | +195.9% | -149.7% | +33.9% |
| All | +59.7% | -28.5% | +88.2% | +55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MXL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling